Bio

My research is on the theory and implementation of Interior Point Methods for linear and quadratic programming. My interests lie particularly in the study of search directions and warm-start approaches.

During my PhD I have improved the implementation of corrector directions in the HOPDM interior point solver, before moving to work with the structure-exploiting parallel solver OOPS. I have implemented an SMPS interface for OOPS, HOPDM and CPLEX (now extended to LP_SOLVE and GLPK), which allows to solve a stochastic programming problem by formulating the corresponding deterministic equivalent problem. This implementation allows to solve a problem instance with warm-start, by first solving a problem with reduced dimensions.

I am currently employed on an EPSRC funded project with Andreas Grothey, in which we will continue the investigation of warm-start strategies for interior point methods.

Research interests

Marco Colombo hasn't provided this information yet.